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Funds (13F)

Lingotto Investment Management LLP

Backtest from 16 Mar 2018 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+38.5%
S&P 500 +14.2%
Last 12 months
+17.1%
S&P 500 +12.1%
Sharpe ratio
0.96
S&P 500 0.60
Biggest drop
−41.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k$160k 201820192020202120222023202420252026 $166k$31.4k
StrategyS&P 500 $10,000 in Lingotto Investment Management LLP from 16 Mar 2018 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Lingotto Investment Management LLP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Lingotto Investment Management LLP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+38.5%+14.2%
Total return+1561%+214%
Last 12 months+17.1%+12.1%
Last 3 months+16.5%—
Last month+3.0%—
This year so far−2.4%—
Volatility a year34.5%18.4%
Sharpe ratio0.960.60
Biggest drop−41.3%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)+21.9% (2.31)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
TEVA14.8%——
CVNA13.2%——
MOH12.4%——
SKYD9.8%——
RRC8.9%——
VEON5.9%——
SLB4.4%——
NG4.1%——
VAL3.8%——
SBSW3.5%——
TSM3.2%——
NVDA2.9%——
AG1.9%——
TEM1.8%——
NET1.6%——
AUR1.4%——
NBIS1.2%——
MRNA1.1%——
MELI0.9%——
TSLA0.6%——
SSMR0.6%——
JOBY0.5%——
ISRG0.4%——
FRVO0.3%——
PONY0.3%——
RXRX0.2%——
NVRI0.1%——
DUOL0.1%——
KLAR0.1%——
HMY0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Mar 2018 to 2 Nov 2026+38.5%+14.2%0.960.60−41.3%1.02+21.9% (2.31)
Last three years3 Nov 2023 to 2 Nov 2026+40.8%+21.8%1.231.16−24.9%1.34+11.7% (1.02)
Last year7 Nov 2025 to 2 Nov 2026+17.0%+14.2%0.530.84−22.9%1.62+0.0% (0.00)
DateCompanyAction
31 Jul 2026SSMRBought
31 Jul 2026NVRIBought
31 Jul 2026MOHBought
31 Jul 2026KLARBought
31 Jul 2026FRVOBought
15 May 2026OWLBought
15 May 2026NBISBought
15 May 2026KKRBought
13 Feb 2026VRTBought
13 Feb 2026UUUUBought
13 Feb 2026RUNBought
13 Feb 2026RKTBought
13 Feb 2026PRMBBought
13 Feb 2026NETBought
13 Feb 2026BABABought
14 Nov 2025SKYDBought
15 Aug 2025RKTBought
15 Aug 2025LTHBought
15 Aug 2025KKRBought
15 Aug 2025DUOLBought
16 May 2025WSCBought
16 May 2025TTDBought
16 May 2025GOOGLBought
16 May 2025BHVNBought
16 May 2025AURBought

Dated at the rebalance that made the change.

DateCompanyAction
31 Jul 2026RKTSold
31 Jul 2026OWLSold
31 Jul 2026NOWSold
31 Jul 2026MSFTSold
31 Jul 2026KKRSold
31 Jul 2026BABASold
31 Jul 2026APGSold
31 Jul 2026AMZNSold
15 May 2026VRTSold
15 May 2026UUUUSold
15 May 2026RUNSold
15 May 2026PRMBSold
15 May 2026HSold
15 May 2026DNASold
15 May 2026CRHSold
13 Feb 2026UBERSold
13 Feb 2026DKNGSold
13 Feb 2026BHVNSold
14 Nov 2025SRADSold
14 Nov 2025RKTSold
14 Nov 2025OSCRSold
14 Nov 2025LTHSold
14 Nov 2025KKRSold
14 Nov 2025GOOGLSold
14 Nov 2025COFSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest